-1.0%
IQV vs ROIV
+316.9%
-317.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +18.8% | -21.9% | -5.4% |
| 7D | +0.3% | +20.2% | -19.8% | -2.1% |
| 30D | +8.6% | +14.1% | -5.6% | +6.6% |
| 3M | +41.1% | +45.6% | -4.5% | +34.0% |
| 6M | +48.6% | +44.1% | +4.4% | +41.0% |
| YTD | +15.0% | +91.2% | -76.2% | +5.3% |
| 1Y | +38.1% | +221.3% | -183.2% | +18.6% |
| 3Y | +21.4% | +229.2% | -207.8% | +2.5% |
| 5Y | -1.0% | +316.5% | -317.5% | -26.3% |
| All | -1.0% | +316.9% | -317.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling